Click Start>Control Panel>Intenet Options. Click on the Connection Tab. Click on the LAN Settings radio button. Near the bottom of the Dialogue Box that pops up is a box that if checked, allows the use of a Proxy Server for your LAN. If the box is checked, the Advanced button will be active and allows you to view your Proxy Settings.

Your ISP may be using a proxy server. But if you have to ask, then no you're probably not using a proxy server yourself. That would be something you would have to set up. And the proxy server checkbox is only for machines connected to your LAN. If you did set up a proxy server, then you would input the information in there.

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